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We prove a Functional Central Limit Theorem for the position of a Tagged Particle in the one-dimensional Asymmetric Simple Exclusion Process in the hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle…

概率论 · 数学 2007-05-23 Patricia Goncalves

Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the…

统计力学 · 物理学 2009-11-07 Lionel Sittler , Haye Hinrichsen

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…

概率论 · 数学 2017-01-02 Tetsuya Hattori

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

概率论 · 数学 2018-01-29 Łukasz Treszczotko

Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…

统计力学 · 物理学 2009-11-10 Fabio D. A. Aarao Reis , Robin B. Stinchcombe

In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…

概率论 · 数学 2022-12-26 Pedro Cardoso , Patrícia GonÇAlves , Byron JimÉnez-Oviedo

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

概率论 · 数学 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…

概率论 · 数学 2010-06-15 Sergio Angel Almada Monter , Yuri Bakhtin

We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…

偏微分方程分析 · 数学 2018-11-07 Jianfeng Lu , Yulong Lu , James Nolen

We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…

概率论 · 数学 2011-11-10 E. Andjel , P. A. Ferrari , A. Siqueira

The unbounded diffusion observed for the standard mapping in a regime of high nonlinearity is suppressed by dissipation due to the violation of Liouville's theorem. The diffusion coefficient becomes important for the description of scaling…

混沌动力学 · 物理学 2024-11-20 Edson D. Leonel , Celia M. Kuwana , Diego F. M. Oliveira

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

概率论 · 数学 2007-09-12 Marton Balazs

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

概率论 · 数学 2024-12-20 Mikhail Menshikov , Serguei Popov , Andrew Wade

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

概率论 · 数学 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

In these lectures, we shall present some remarkable results that have been obtained for systems far from equilibrium during the last two decades. We shall put a special emphasis on the concept of large deviation functions that provide us…

统计力学 · 物理学 2015-06-23 Kirone Mallick

Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…

概率论 · 数学 2023-06-05 Luiz Renato Fontes , Tiecheng Xu

Recent progress in out-of-equilibrium closed quantum systems has significantly advanced the understanding of mechanisms behind their evolution towards thermalization. Notably, the concept of non-thermal fixed points (NTFPs) - responsible…

量子气体 · 物理学 2024-07-22 L. Madeira , A. D. García-Orozco , M. A. Moreno-Armijos , A. R. Fritsch , V. S. Bagnato

We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…

概率论 · 数学 2007-06-13 Wei Biao Wu , Xiaofeng Shao

Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large.…

统计力学 · 物理学 2007-05-23 J. M. Rubi